Publication:4224937
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zbMath0913.90246arXivmath/0406095MaRDI QIDQ4224937
Publication date: 17 January 1999
Full work available at URL: https://arxiv.org/abs/math/0406095
93E99: Stochastic systems and control
90C30: Nonlinear programming
60G40: Stopping times; optimal stopping problems; gambling theory
49J55: Existence of optimal solutions to problems involving randomness
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